+154.9%
EWY vs VLTO
+54.8%
+100.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | -10.4% | +5.4% | -15.8% | -10.7% |
| 30D | -25.4% | +22.3% | -47.7% | -26.6% |
| 3M | -16.5% | +19.6% | -36.1% | -17.7% |
| 6M | -24.7% | +35.2% | -59.9% | -27.9% |
| YTD | +40.9% | +17.9% | +23.1% | +39.8% |
| 1Y | +49.8% | +19.5% | +30.3% | +47.8% |
| 3Y | +134.8% | +73.9% | +60.9% | +120.1% |
| All | +154.9% | +54.8% | +100.0% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling